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Concept
Discrete time and continuous time
Summary
In mathematical dynamics, discrete time and continuous time are two alternative frameworks within which variables that evolve over time are modeled.
Discrete time views values of variables as occurring at distinct, separate "points in time", or equivalently as being unchanged throughout each non-zero region of time ("time period")—that is, time is viewed as a discrete variable. Thus a non-time variable jumps from one value to another as time moves from one time period to the next. This view of time corresponds to a digital clock that gives a fixed reading of 10:37 for a while, and then jumps to a new fixed reading of 10:38, etc. In this framework, each variable of interest is measured once at each time period. The number of measurements between any two time periods is finite. Measurements are typically made at sequential integer values of the variable "time".
A discrete signal or discrete-time signal is a time series consisting of a sequence of quantities.
Unlike a continuous-time signal, a discrete-time signal is not a function of a continuous argument; however, it may have been obtained by sampling from a continuous-time signal. When a discrete-time signal is obtained by sampling a sequence at uniformly spaced times, it has an associated sampling rate.
Discrete-time signals may have several origins, but can usually be classified into one of two groups:
By acquiring values of an analog signal at constant or variable rate. This process is called sampling.
By observing an inherently discrete-time process, such as the weekly peak value of a particular economic indicator.
In contrast, continuous time views variables as having a particular value only for an infinitesimally short amount of time. Between any two points in time there are an infinite number of other points in time. The variable "time" ranges over the entire real number line, or depending on the context, over some subset of it such as the non-negative reals. Thus time is viewed as a continuous variable.
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